-11.3%
MP vs FSLR
+66.7%
-78.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.7% | +11.3% | +8.1% |
| 7D | -1.6% | +5.3% | -6.8% | -3.5% |
| 30D | -18.2% | +7.8% | -25.9% | -20.4% |
| 3M | -26.1% | -23.4% | -2.8% | -20.2% |
| 6M | -44.0% | -12.9% | -31.1% | -41.9% |
| YTD | -25.3% | -26.7% | +1.4% | -19.5% |
| 1Y | -35.6% | -28.4% | -7.2% | -30.0% |
| 3Y | +147.1% | +44.6% | +102.5% | +82.9% |
| 5Y | -11.3% | +67.9% | -79.2% | -47.8% |
| All | -11.3% | +66.7% | -78.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling